I haven't done any SID and I'm planning to on a quilt I'm piecing now. I have a couple of questions--when you SID do you use the same cotton thread as you do with piecing or nylon (I think that's what it is) thread? When you SID does the quilt still have the appearance of being quilted or not? I usually send mine out to be quilted with a meandering stitch, but like a lot of people I simply can't afford to have it done right now.

Personally, I don't like nylon thread. A lot of quilters like it and get along fine with it, but I just don't. When I SID, I prefer a lighter weight thread. My favorite for this is So Fine thread. It's a light weight polyester that come in a ton of colors. My only "color rule" for myself is that I don't use a dark thread on a predominately white or light top and I don't use white if it has a lot of black in it.

I stitch in the ditch with invisable ( monofilament) thread. This method gives texture to the area , but the stiching does not show.
If you want your stitches to show try "echo" quilting , its when you stitch about 1/8 to 1/4 inch from the area you want to have the quilting texture. For example you would "outline" around a heart applique , or some other shape in the quilt. I have sometimes echo quilted using the seam line and stitch about 1/4 from the seam.

I have used monofilament thread, but I prefer the rayon variety over the nylon. I have also used Bottomline by Superior. It's very fine, and because it doesn't catch the light I don't think it shows as much as the monofilament if it gets out of the ditch (which it invariably does).